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Discrete square root filtering - A survey of current techniques.Current techniques in square root filtering are surveyed and related by applying a duality association. Four efficient square root implementations are suggested, and compared with three common conventional implementations in terms of computational complexity and precision. It is shown that the square root computational burden should not exceed the conventional by more than 50% in most practical problems. An examination of numerical conditioning predicts that the square root approach can yield twice the effective precision of the conventional filter in ill-conditioned problems. This prediction is verified in two examples.
Document ID
19720029138
Document Type
Reprint (Version printed in journal)
Authors
Kaminskii, P. G. (USAF, Space and Missile Systems Organization, El Segundo Calif., United States)
Bryson, A. E., Jr. (Stanford University Stanford, Calif., United States)
Schmidt, S. F. (Analytical Mechanics Associates, Inc. Mountain View, Calif., United States)
Date Acquired
August 6, 2013
Publication Date
December 1, 1971
Publication Information
Publication: IEEE Transactions on Automatic Control
Volume: AC-16
Subject Category
ELECTRONICS
Funding Number(s)
CONTRACT_GRANT: NGL-05-020-007
Distribution Limits
Public
Copyright
Other